+114.8%
ALL vs TRU
-35.2%
+150.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.0% |
| 7D | -1.7% | -7.2% | +5.5% | -0.7% |
| 30D | -4.7% | -2.8% | -1.9% | -4.4% |
| 3M | +18.4% | +13.0% | +5.4% | +16.2% |
| 6M | +20.5% | +0.7% | +19.8% | +19.9% |
| YTD | +23.5% | -9.0% | +32.5% | +24.2% |
| 1Y | +29.0% | -16.3% | +45.3% | +30.9% |
| 3Y | +153.7% | -1.1% | +154.8% | +149.7% |
| 5Y | +114.8% | -36.0% | +150.8% | +123.8% |
| All | +114.8% | -35.2% | +150.0% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling